CME Swiss Franc Future September 2024


Trading Metrics calculated at close of trading on 02-Apr-2024
Day Change Summary
Previous Current
01-Apr-2024 02-Apr-2024 Change Change % Previous Week
Open 1.1253 1.1230 -0.0023 -0.2% 1.1352
High 1.1253 1.1230 -0.0023 -0.2% 1.1352
Low 1.1253 1.1210 -0.0043 -0.4% 1.1235
Close 1.1253 1.1218 -0.0036 -0.3% 1.1295
Range 0.0000 0.0020 0.0020 0.0117
ATR 0.0050 0.0049 0.0000 -1.0% 0.0000
Volume 4 3 -1 -25.0% 17
Daily Pivots for day following 02-Apr-2024
Classic Woodie Camarilla DeMark
R4 1.1279 1.1268 1.1229
R3 1.1259 1.1248 1.1223
R2 1.1239 1.1239 1.1221
R1 1.1228 1.1228 1.1219 1.1224
PP 1.1219 1.1219 1.1219 1.1217
S1 1.1208 1.1208 1.1216 1.1204
S2 1.1199 1.1199 1.1214
S3 1.1179 1.1188 1.1212
S4 1.1159 1.1168 1.1207
Weekly Pivots for week ending 29-Mar-2024
Classic Woodie Camarilla DeMark
R4 1.1645 1.1587 1.1359
R3 1.1528 1.1470 1.1327
R2 1.1411 1.1411 1.1316
R1 1.1353 1.1353 1.1306 1.1324
PP 1.1294 1.1294 1.1294 1.1279
S1 1.1236 1.1236 1.1284 1.1207
S2 1.1177 1.1177 1.1274
S3 1.1060 1.1119 1.1263
S4 1.0943 1.1002 1.1231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1317 1.1210 0.0107 1.0% 0.0031 0.3% 7% False True 4
10 1.1500 1.1210 0.0290 2.6% 0.0041 0.4% 3% False True 6
20 1.1680 1.1210 0.0470 4.2% 0.0034 0.3% 2% False True 21
40 1.1790 1.1210 0.0580 5.2% 0.0031 0.3% 1% False True 11
60 1.2124 1.1210 0.0914 8.1% 0.0031 0.3% 1% False True 8
80 1.2267 1.1210 0.1057 9.4% 0.0033 0.3% 1% False True 6
100 1.2267 1.1210 0.1057 9.4% 0.0029 0.3% 1% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1315
2.618 1.1282
1.618 1.1262
1.000 1.1250
0.618 1.1242
HIGH 1.1230
0.618 1.1222
0.500 1.1220
0.382 1.1218
LOW 1.1210
0.618 1.1198
1.000 1.1190
1.618 1.1178
2.618 1.1158
4.250 1.1125
Fisher Pivots for day following 02-Apr-2024
Pivot 1 day 3 day
R1 1.1220 1.1264
PP 1.1219 1.1248
S1 1.1218 1.1233

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These figures are updated between 7pm and 10pm EST after a trading day.

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